+108.6%
XLI vs ABCL
-81.0%
+189.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.7% |
| 7D | +4.3% | +4.4% | -0.1% | +4.0% |
| 30D | +0.5% | -7.9% | +8.3% | +0.8% |
| 3M | -8.6% | +12.2% | -20.8% | -9.7% |
| 6M | -2.3% | +134.7% | -137.1% | -9.2% |
| YTD | +10.1% | +239.8% | -229.7% | -0.8% |
| 1Y | +11.0% | +192.7% | -181.7% | +0.9% |
| 3Y | +72.3% | +187.6% | -115.3% | +51.9% |
| 5Y | +70.8% | -22.6% | +93.5% | +56.2% |
| All | +108.6% | -81.0% | +189.5% | +96.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ABCL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling